I think as long as your OC:1.) Is not a Mary-Sue
2.) Has an accurate history & accurate appearance
3.) Has flaws, traits, and a really good personality
Then you can ship them with a canon country.
But this is what people do. They ship their Macedonia OC with Finland because Finland is the creator's favourite character. You're basically shipping an OC you spent 2 minutes making with your favourite character.
But does Finland have a history with Macedonia? Macedonia was a former constituent republic of Yugoslavia. I don't know a lot about Macedonia, but I don't think Yugoslavia had a history with Finland.
Now, shipping him with Greece makes a little more sense, but my Greek maths teacher said Macedonians don't really like Greeks.
So is there another option?
I suppose.
Bulgaria could work, because he is a Balkan state, plus I think Macedonia has had a history with Bulgaria.
If the history between an OC and their crush is accurate (for example, Marshall Islands was one of the first to recognise Taiwan as a country in 1990 - 1991, and he might have an interest in her~) then you're fair.
But don't just say "Macedonia likes Bulgaria"... why? Did Macedonia help him gain independence? Did he comfort him during a hard time?
Make the history between you and your crush decently accurate.
If Marshall Islands had a crush on America, here is what I would say:
After bomb testing was done, Marshall Islands realised he was getting closer to America. He admired him, but disliked how he didn't evacuate enough of Marshall's citizens. He also disliked how some of his atolls are now closed off. He thinks it's one of the reasons why not many people visit him.
But after the tests, America sent over lots of food and supplies for the Marshalls. Marshall Islands was eternally grateful.
After gaining independence in 1986, America decided to help the Islands out more. When Marshall Islands needs assistance, America is always there since he takes care of the Islands often, even though he recognised him as a country. Marshall Islands finds himself falling in love with the American, because of how helpful and supporting he is and his humour always cheers Marshall up.
America doesn't feel the same way, however. He feels that Marshall Islands is one of his best friends, and he doesn't want to go any further than that. He never told the Marshall Islands. He knows Marshall has a crush on him, but won't say anything because he doesn't want to hurt the new nation.
Also, it's okay to have an OC crush on a country, but have the country not like them back... that's what I did to Marshall and America.
Wow, that was a fairly long rant aha-